Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 160142.2098 | 115879.2248 | 44262.985 | 224978.946 | 198038.0747 | 26940.8714 |
Total P&L (%) | 160.1422 | 115.8792 | 44.263 | 224.9789 | 198.0381 | 26.9409 |
Avg Daily Profit (%) | 0.3075 | 0.2225 | 0.085 | 0.2265 | 0.2099 | 0.0458 |
Buy And Hold Return (%) | 22.6822 | 22.6822 | 22.6822 | 22.6822 | 22.6822 | 22.6822 |
Max Trade Drawdown | -37903 | -26355 | -33787 | -124500 | -60353 | -103030 |
Profit Factor | 1.3968 | 1.6183 | 1.2048 | 1.2624 | 1.5127 | 1.0572 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Losing Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Profitability (%) | 55.1913 | 54.9451 | 55.4348 | 55.1913 | 54.9451 | 55.4348 |
Ratio Avg Win / Avg Loss | 1.1341 | 1.327 | 0.9686 | 1.0249 | 1.2404 | 0.8499 |
Largest Winning Trade | 20136 | 20136 | 20025 | 47203 | 47203 | 45350 |
Largest Losing Trade | -20406 | -13517 | -20406 | -45987 | -43071 | -45987 |
Avg Bars in Trades | 134 | 136 | 132 | 134 | 136 | 132 |
Avg Bars in Winners | 151 | 150 | 151 | 151 | 150 | 151 |
Avg Bars in Losers | 113 | 118 | 108 | 113 | 118 | 108 |
Bars Traded | 24587 | 12414 | 12172 | 24587 | 12414 | 12172 |
Profit Streak | 10.9217 | 10.9217 | 20.0259 | 10.9217 | 10.9217 | 20.0259 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 425024 | 320725 | -87573 | 370543 | 341768 | -397093 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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